pscm ALGORITHM
POWER CURRENCY STRENGTH MATRIX
ABOUT
The PSCM (Power Currency Strength Matrix) algorithm is a trading algorithm designed specifically for forex. It uses objective data to assess the relative strength of major currencies, identifying opportunities based on overvaluation and undervaluation conditions.
Through advanced momentum and volatility analysis, multi-currency dynamics, and technical monitoring of fundamental impulses, it offers a diversified, data-driven approach designed to maximize success by targeting high-probability reversals with optimized risk control.
Key Stats vs. S&P
Metric | PSCM | S&P 500 |
---|---|---|
Sharpe Ratio | 0.72 | 0.3 - 0.5 |
Sortino Ratio | 1.34 | 0.4 - 0.6 |
Max Drawdown (%) | 19% | 25 - 30% |
(Annual) Calmar Ratio | 2.12 | 0.3 - 0.5 |
*Values based on estimated average anual numbers.